Showing 1 - 10 of 28
The main purpose of this data base is to offer the researcher a supply of information which can be analyzed, revised and updated in a repetitive way. This can be accomplished by an interactive approach. It is possible to use data from the central file (official data) and from a private single...
Persistent link: https://www.econbiz.de/10015221864
It is known that a program loaded into the User Program Area can load, via SVC 202, only programs to be allocated in the Transient Program Area and not programs to be allocated in the same User Program Area. To allow any program to use also this second type function, a procedure is proposed in...
Persistent link: https://www.econbiz.de/10015221865
An Interactive Management of Time Series user can create new functions which cannot be reconstructed by means of existing functions, and use them as operators of the language.
Persistent link: https://www.econbiz.de/10015221866
The stochastic simulation of an econometric model is an application of Monte Carlo methods. Deterministic simulation is performed setting error terms to zero. Stochastic simulation, on the contrary, takes into account the disturbance terms, solving the model after adding a vector of...
Persistent link: https://www.econbiz.de/10015221872
Bilateral import prices are assumed to be the main explanatory variables in an import allocation model. Since official statistics are not available, the construction of these indices has been undertaken, using the data on bilateral trade by commodities supplied by OECD. Data are stored in 126...
Persistent link: https://www.econbiz.de/10015221873
This manual describes the input requirements and the installation procedures of the program for stochastic simulation of econometric models, announced in Econometrica, volume 46, number 1, (January 1978). This program is available on magnetic tape, including samples (Klein-I and Klein-Goldberger...
Persistent link: https://www.econbiz.de/10015222513
This paper deals with methods to estimate standard errors of dynamic multipliers. These methods can be applied to nonlinear macroeconometric models, thus extending methods available in the literature for linear models.
Persistent link: https://www.econbiz.de/10015222642
Numerical simulation methods can overcome the difficulties and limitations of analytical methods, when analyzing dynamic properties of econometric models.
Persistent link: https://www.econbiz.de/10015222655
Experiments of stochastic simulation on a macro model of the Italian economy; this paper describes the first results produced by the research team.
Persistent link: https://www.econbiz.de/10015222656
At tbe IBM Pisa Scientific Center an interactive package has been developed under CP-67/CMS, which is particularly helpful when the data to be processed are time series. The interactive facilities of the operating system CP-67/CMS are strenghtened in such a way as to allow an easy interactive...
Persistent link: https://www.econbiz.de/10015222725